Talk:Rank correlation

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Example please

I don't understand what this is all about. Thanks. 205.228.73.12 11:27, 3 October 2007 (UTC)[reply]

I agree that a lack of an example makes the content difficult to understand. I have added a new section on a rank correlation measure known as the rank-biserial correlation. I also worked through an example, so perhaps this will be easier to understand than the earlier sections. --Friend of facts2 (talk) 17:18, 8 October 2015 (UTC)[reply]

When?

Are there situations where Spearman's ρ is more suitabke than Kendall's τ, or vice-versa? How can we choose which one to use? I have no clue about it, but it would be useful to know that. Calimo (talk) 13:18, 23 January 2009 (UTC)[reply]

I agree. It is useless to list two options if no information is supplied allowing to somehow distinguish them at a glance without clicking individually each one and see for each one an explanation ignoring the other. 212.198.146.203 (talk) 06:47, 30 March 2009 (UTC)[reply]

Kendall (1944) reference

The reference Kendall (1944) in the beginning of section Rank_correlation#General_correlation_coefficient is unavailable. Sieste (talk) 15:53, 25 January 2016 (UTC)[reply]

General Correlation Coefficient, notation

It would be much clearer, here and below, if the notation specified that when a sum iterates over $i$ and $j$ , we exclude the elements where $i=j$ . Perhaps

\sum _{i,j=1;i\neq j}^{n}{a_{ij}b_{ij}}

(although it would be nicer if the lower limits were stacked on two lines).

(I haven't addressed this, though I have made a few smaller changes for clarity.)

Eac2222 (talk) 14:25, 1 August 2016 (UTC)[reply]

Proof in the case of Kendall's τ

I believe an expert should look at this. The proof may be missing information, or incorrect.

If we have $a_{ij}=\operatorname {sgn}(r_{j}-r_{i})$ , then don't we also need to define $s_{i}$ as the rank of the $i$ th member according to the $y$ -quality, and define $b_{ij}=\operatorname {sgn}(s_{j}-s_{i})$ ?

(I haven't addressed this, though I have made a few smaller changes for clarity.)

Eac2222 (talk) 14:25, 1 August 2016 (UTC)[reply]

Diaconis source

Group Representations in Probability and Statistics by Diaconis was much later than his 1977 paper with Graham Spearman's Footrule as a measure of disarray. I think it should be cited in the section that mentions viewing permutations as a metric space. BlockusYellow (talk) 09:33, 20 October 2023 (UTC)[reply]